Thank you for the quick reply. I am using -margeff- Version 2.1.3 (07
December 2006)
Simo
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Tamas Bartus
(tbartus)
Sent: Wednesday May 9, 2007 8:23 AM
To: [email protected]
Subject: Re: st: Average partial effects after oprobit using margeff
Gimo Goshev wrote
>
> I have an issue with the estimation of average partial effects after
> -oprobit- using -margeff-. Here is what I am observing:
>
> I run:
>
> oprobit y x1 x2 x3
> margeff
>
> Then, I calculate manually the effect of a change in x1 (which is
> continuous) in the first outcome category using the following steps:
>
> oprobit y x1 x2 x3
> predict xb if e(sample), xb
> gen out1 = (-1*(_b[x1])) * (normalden(_b[/cut1]- xb))
> sum out1
>
> The calculated mean is the average partial effect of x1.
> Now, when I compare the estimated APE from -margeff- with the above mean,
> the manually estimated effect turns out to be more than two times
> bigger in
> magnitude than the one provided by -margeff-.
Do you have the latest version of margeff? Older versions reported wrong
marginal effects for
some oprobit outcomes, but I believe the recent version fixed this bug.
Tamas Bartus (author of margeff)
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